+12.0%
GEHC vs JD
-48.7%
+60.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -1.0% | -2.7% |
| 7D | -5.2% | -0.8% | -4.4% | -5.1% |
| 30D | -7.0% | -16.0% | +9.1% | -4.4% |
| 3M | +3.3% | -3.2% | +6.5% | +3.7% |
| 6M | -10.0% | +6.1% | -16.1% | -11.1% |
| YTD | -18.5% | -0.1% | -18.4% | -18.8% |
| 1Y | -14.4% | -12.7% | -1.7% | -13.0% |
| 3Y | +3.4% | -6.3% | +9.7% | +1.1% |
| All | +12.0% | -48.7% | +60.7% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling